A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices
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More about this item
Keywordsdiagnostic tests; interlinkage of stock markets; maintained hypotheses; model speciÖcation; test methodology;
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-SEA-2016-07-02 (South East Asia)
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